+38.7%
KNX vs NTRA
+172.0%
-133.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -4.4% | +4.1% | -8.5% | -4.8% |
| 3M | -17.3% | +50.0% | -67.4% | -21.1% |
| 6M | +22.6% | +67.3% | -44.7% | +15.2% |
| YTD | +31.1% | +43.6% | -12.4% | +25.0% |
| 1Y | +60.2% | +89.2% | -29.0% | +48.0% |
| 3Y | +35.8% | +502.5% | -466.8% | +12.4% |
| All | +38.7% | +172.0% | -133.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling